-55.2%
BABA vs TE
-79.9%
+24.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.5% | +0.5% | -6.3% |
| 7D | -12.7% | -13.6% | +0.9% | -11.4% |
| 30D | -14.9% | -37.7% | +22.8% | -11.3% |
| 3M | -24.6% | -59.8% | +35.2% | -18.2% |
| 6M | -29.3% | -66.3% | +37.0% | -24.1% |
| YTD | -35.0% | -70.5% | +35.5% | -30.9% |
| 1Y | -39.7% | -48.8% | +9.1% | -40.6% |
| 3Y | +21.2% | +31.3% | -10.2% | -10.9% |
| 5Y | -39.9% | -82.0% | +42.2% | -39.9% |
| All | -55.2% | -79.9% | +24.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling